Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,80% | 100,74 % | 101,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 471 CHF | 254 496 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,88 % | 101,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 871 CHF | 253 896 CHF | 99,91% | 99,91% |
18/11/2024 | 0,80% | 100,74 % | 101,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 723 CHF | 253 748 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,60 % | 101,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 537 CHF | 253 562 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,63 % | 101,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 457 CHF | 253 482 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,37 % | 101,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 370 CHF | 253 395 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,58 % | 101,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 862 CHF | 253 887 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,91 % | 101,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 004 CHF | 254 029 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,57 % | 101,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 472 CHF | 253 497 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,77 % | 101,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 088 CHF | 254 113 CHF | 100,00% | 100,00% |